PCs use a lot more electricity than those little router boxes)
A very real consideration.. You need to balance the hardware savings (if any) against the additional power consumption. And if you use air conditioning, the extra heat generated.
For scratch building, there's a number of reasonably priced fanless mini-ITX motherboards that can work as excellent starting points for router/firewall projects. Some even come with dual gigabit ethernet ports, which make them ideal for network appliances and mini-servers. But that's a lot of work for most people and may require more technical knowledge than the average person has time to acquire. And it definitely won't be less expensive than repurposing a commercial home router with DD-WRT or Tomato firmware, as Innuendo suggests, even if it won't be (technically) 'as secure' or configurable as a pfSense box would be.
That said, it's very
gratifying to do up an inexpensive or 'free' homebrew project that blows the doors off most commercial offerings.
So ok...time for a reality check:
It all comes down to what you need, are able to afford - and have the time to learn about and mess with. I'm in the 'biz' so to speak. So I can more easily justify time spent acquiring technical skills and knowledge. But for people with real
jobs (and lives) it doesn't always make sense to build from scratch - unless you value your personal time at less than minimum wage - and
have a closet full of junk parts to play with.
At least so it seems to me.